FIDELITY MOMENTUM FACTOR ETF
Symbol: FDMO
Exchange: NYSE ARCA
Sector: Technology
Category: Large Growth
Inception Date: 12/09/2016
Latest Date: 17/04/2026
Current Price: $88.94
Expense Ratio: 0.15%
Assets Under Management
$716.4M
0.50% daily change
Period Performance
Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.
Adjusted Return
--
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Performance Metrics
Return
9.25%
Volatility
25.28%
Sharpe Ratio
-1.463
VaR 95%
-2.28%
CVaR 95%:
-2.63%
Max Drawdown:
-8.03%
Sortino Ratio:
-2.831
Calmar Ratio:
-4.15
Return
4.02%
Volatility
20.92%
Sharpe Ratio
-0.926
VaR 95%
-2.13%
CVaR 95%:
-2.50%
Max Drawdown:
-12.35%
Sortino Ratio:
-1.571
Calmar Ratio:
-1.27
Return
7.23%
Volatility
19.37%
Sharpe Ratio
-0.449
VaR 95%
-2.00%
CVaR 95%:
-2.50%
Max Drawdown:
-12.35%
Sortino Ratio:
-0.699
Calmar Ratio:
-0.41
Return
44.39%
Volatility
22.11%
Sharpe Ratio
0.883
VaR 95%
-1.92%
CVaR 95%:
-3.12%
Max Drawdown:
-12.35%
Sortino Ratio:
1.141
Calmar Ratio:
1.88
Return
56.73%
Volatility
20.35%
Sharpe Ratio
0.679
VaR 95%
-2.08%
CVaR 95%:
-3.01%
Max Drawdown:
-21.88%
Sortino Ratio:
0.883
Calmar Ratio:
0.80
Return
99.87%
Volatility
18.16%
Sharpe Ratio
1.065
VaR 95%
-1.78%
CVaR 95%:
-2.66%
Max Drawdown:
-21.88%
Sortino Ratio:
1.406
Calmar Ratio:
1.05
Daily Returns for Period 12M
Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.
Average Daily Return
0.156%
Best Day
4.709%
10/04/2026
Worst Day
-3.063%
10/10/2025
Days with Data
246
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/04/2026 | $88.50 | $89.28 | $88.45 | $88.94 | 68,400 |
| 16/04/2026 | $87.90 | $87.90 | $87.31 | $87.65 | 99,600 |
| 15/04/2026 | $87.27 | $87.68 | $86.94 | $87.68 | 55,600 |
| 14/04/2026 | $86.22 | $87.14 | $86.15 | $87.13 | 66,000 |
| 13/04/2026 | $84.50 | $85.58 | $84.47 | $85.58 | 195,100 |
| 10/04/2026 | $84.94 | $85.27 | $84.70 | $84.80 | 43,700 |
| 02/04/2026 | $79.42 | $81.26 | $79.39 | $80.99 | 63,900 |
| 01/04/2026 | $80.89 | $81.67 | $80.80 | $80.98 | 143,300 |
| 31/03/2026 | $78.09 | $80.20 | $78.09 | $80.10 | 297,700 |
| 30/03/2026 | $78.70 | $78.70 | $76.63 | $77.04 | 277,700 |